+64.9%
CRH vs FICO
-27.8%
+92.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -1.3% | +2.2% | -3.6% | -1.6% |
| 30D | +18.1% | +0.1% | +18.0% | +17.9% |
| 3M | -3.9% | -35.2% | +31.3% | +0.7% |
| 6M | -13.3% | -32.4% | +19.0% | -10.5% |
| YTD | -24.2% | -57.4% | +33.2% | -14.6% |
| 1Y | -14.9% | -58.5% | +43.6% | -3.7% |
| 3Y | +64.9% | -28.9% | +93.7% | +49.4% |
| All | +64.9% | -27.8% | +92.7% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling